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CPB vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPB and FXAIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CPB vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Campbell Soup Company (CPB) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
83.82%
458.11%
CPB
FXAIX

Key characteristics

Sharpe Ratio

CPB:

-0.01

FXAIX:

2.20

Sortino Ratio

CPB:

0.14

FXAIX:

2.93

Omega Ratio

CPB:

1.02

FXAIX:

1.41

Calmar Ratio

CPB:

-0.01

FXAIX:

3.26

Martin Ratio

CPB:

-0.02

FXAIX:

14.39

Ulcer Index

CPB:

6.97%

FXAIX:

1.91%

Daily Std Dev

CPB:

21.28%

FXAIX:

12.50%

Max Drawdown

CPB:

-62.92%

FXAIX:

-33.79%

Current Drawdown

CPB:

-23.77%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, CPB achieves a -1.59% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, CPB has underperformed FXAIX with an annualized return of 2.23%, while FXAIX has yielded a comparatively higher 12.86% annualized return.


CPB

YTD

-1.59%

1M

-5.27%

6M

-6.00%

1Y

-0.53%

5Y*

-0.42%

10Y*

2.23%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

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Risk-Adjusted Performance

CPB vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Campbell Soup Company (CPB) and Fidelity 500 Index Fund (FXAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CPB, currently valued at -0.01, compared to the broader market-4.00-2.000.002.00-0.012.20
The chart of Sortino ratio for CPB, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.142.93
The chart of Omega ratio for CPB, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.41
The chart of Calmar ratio for CPB, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.013.26
The chart of Martin ratio for CPB, currently valued at -0.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.0214.39
CPB
FXAIX

The current CPB Sharpe Ratio is -0.01, which is lower than the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CPB and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.01
2.20
CPB
FXAIX

Dividends

CPB vs. FXAIX - Dividend Comparison

CPB's dividend yield for the trailing twelve months is around 3.57%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
CPB
Campbell Soup Company
3.57%3.42%2.61%3.41%2.90%2.83%4.24%2.91%2.13%2.37%2.84%1.39%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

CPB vs. FXAIX - Drawdown Comparison

The maximum CPB drawdown since its inception was -62.92%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CPB and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.77%
-2.91%
CPB
FXAIX

Volatility

CPB vs. FXAIX - Volatility Comparison

Campbell Soup Company (CPB) has a higher volatility of 8.58% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. This indicates that CPB's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.58%
3.70%
CPB
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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